This usually happens with a corrupt file. Even if the source file is OK, a browser download can finish too early (0nly 99% downloaded, etc) and the file becomes unusable. Sometimes re-downloading a fresh file can solve it, but as you've tried 5 times already, I'd suggest you try a different browser, or different machine.

If extracting a .zip file creates a .cpgz file, then extracting that file will usually create another .zip file and will contine back and forth in a loop.